+285.9%
PCAR vs LEN
+136.8%
+149.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.7% |
| 7D | +2.1% | -8.7% | +10.8% | +4.8% |
| 30D | -1.2% | +11.6% | -12.8% | -4.6% |
| 3M | -18.6% | -1.3% | -17.3% | -18.8% |
| 6M | -5.1% | -1.4% | -3.6% | -5.6% |
| YTD | -1.8% | -16.9% | +15.1% | +2.2% |
| 1Y | +10.6% | -31.2% | +41.8% | +21.4% |
| 3Y | +34.9% | -25.6% | +60.5% | +41.7% |
| 5Y | +114.0% | -13.3% | +127.2% | +109.7% |
| All | +285.9% | +136.8% | +149.1% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling